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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Albulescu, Claudiu Tiberiu"
~person:"Gambetti, Luca"
~person:"Wang, Yudong"
~subject:"Cointegration"
~subject:"Forecasting model"
~subject:"Regression analysis"
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Time series analysis
United States
Cointegration
Forecasting model
Regression analysis
Estimation
63
Schätzung
63
Prognoseverfahren
25
VAR model
21
VAR-Modell
21
Schock
20
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20
Capital income
16
Kapitaleinkommen
16
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15
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45
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Albulescu, Claudiu Tiberiu
Gambetti, Luca
Wang, Yudong
Gupta, Rangan
104
Gil-Alaña, Luis A.
51
Bahmani-Oskooee, Mohsen
46
Marcellino, Massimiliano
32
Ma, Feng
29
Balcilar, Mehmet
25
Pierdzioch, Christian
24
Wohar, Mark E.
24
Zaremba, Adam
24
Tiwari, Aviral Kumar
23
Salisu, Afees A.
22
Chang, Tsangyao
20
Zhang, Yaojie
20
Ghysels, Eric
18
Forni, Mario
17
Narayan, Paresh Kumar
17
Nonejad, Nima
17
Lee, Chien-chiang
16
Shahbaz, Muhammad
16
Apergēs, Nikolaos
15
Caporale, Guglielmo Maria
15
Jawadi, Fredj
15
Massa, Massimo
13
Todorov, Viktor
13
Wei, Yu
13
Xuan Vinh Vo
13
Bouri, Elie
12
Kelly, Bryan T.
12
McMillan, David G.
12
Miller, Stephen M.
12
Moosa, Imad A.
12
Chan, Joshua
11
Hammoudeh, Shawkat
11
Heckman, James J.
11
Panagiōtidēs, Theodōros
11
Ranjbar, Omid
11
Sala, Luca
11
Shahzad, Syed Jawad Hussain
11
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6
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6
Energy economics
6
Journal of empirical finance
3
Applied economics
2
Economic modelling
2
International review of economics & finance : IREF
2
Journal of forecasting
2
American economic journal : a journal of the American Economic Association
1
Applied economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
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1
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1
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ECONIS (ZBW)
45
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1
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
2
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
3
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
4
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
5
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
6
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
7
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
8
An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario
;
Gambetti, Luca
;
Granese, Antonio
;
Sala, Luca
-
2023
Persistent link: https://www.econbiz.de/10014281434
Saved in:
9
The impact of financial shocks on the forecast distribution of output and inflation
Forni, Mario
;
Gambetti, Luca
;
Maffei-Faccioli, Nicolo
; …
-
2023
Persistent link: https://www.econbiz.de/10014281484
Saved in:
10
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
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